Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49074.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 39722.81 Kr¶

PnL: ---------------------------------------> -41.11 Kr¶

DD now: ---------------------------------> -7.616 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:15:04.787366'

Anic Portfolio¶

Today¶

Return: -0.464 %¶

This Week¶

Return: -0.464 %¶

Total portfolio value¶

Return including deposits: 60.657 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.280000 1661.940000 194.400000 13.250000 1467.540000
HEXPOL B 9 -0.260000 1026.000000 8.100000 0.800000 1017.900000
Clas Ohlson B 12 0.310000 973.800000 3.000000 0.310000 970.800000
Orrön Energy 180 -0.040000 2039.400000 1.800000 0.090000 2037.600000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Addnode Group B 11 0.120000 919.600000 1.100000 0.120000 918.500000
JM 6 0.070000 862.800000 0.600000 0.070000 862.200000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
Sagax A 4 -0.930000 852.000000 0.000000 0.000000 852.000000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Alimak Group 11 -0.240000 924.000000 -2.200000 -0.240000 926.200000
BioGaia B 8 -0.260000 925.600000 -2.400000 -0.260000 928.000000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
Sagax B 4 -0.280000 849.600000 -2.400000 -0.280000 852.000000
Atrium Ljungberg B 5 -0.270000 930.500000 -2.500000 -0.270000 933.000000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Catena 2 -0.460000 786.000000 -3.600000 -0.460000 789.600000
Bilia A 8 -0.620000 893.600000 -4.000000 -0.450000 897.600000
Biotage 7 -0.450000 935.200000 -4.200000 -0.450000 939.400000
Nordic Waterproofing Holding 7 -0.730000 957.600000 -7.000000 -0.730000 964.600000
Bufab 3 -0.650000 1099.200000 -7.200000 -0.650000 1106.400000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Indutrade 5 -1.150000 1200.500000 -14.000000 -1.150000 1214.500000
Latour B 4 -1.730000 840.400000 -14.800000 -1.730000 855.200000
Hexagon B 26 -0.450000 3435.900000 -15.600000 -0.450000 3451.500000
BHG Group 97 -1.530000 1433.660000 -21.340000 -1.470000 1455.000000
INVISIO 16 -0.650000 3656.000000 -24.000000 -0.650000 3680.000000
Vitec Software Group B 2 -2.210000 1060.000000 -24.000000 -2.210000 1084.000000
Hexatronic Group 12 -3.910000 926.880000 -37.680000 -3.910000 964.560000
VEF 909 -2.500000 1806.180000 -39.090000 -2.120000 1845.270000
TOTAL 39722.810000 -41.110000 -7.61637% 39763.920000

Updated:¶

'2023-07-03 09:15:21.602048'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶